-97.8%
XTNT vs SPY
+312.5%
-410.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.5% | -10.1% | -10.4% |
| 7D | -17.1% | -0.4% | -16.7% | -17.0% |
| 30D | -24.4% | -1.4% | -23.1% | -24.1% |
| 3M | -24.4% | +3.7% | -28.2% | -25.2% |
| 6M | -46.0% | +13.0% | -59.0% | -48.1% |
| YTD | -56.4% | +12.4% | -68.8% | -58.0% |
| 1Y | -46.0% | +18.5% | -64.6% | -48.8% |
| 3Y | -72.8% | +77.6% | -150.4% | -76.6% |
| 5Y | -71.2% | +81.7% | -152.9% | -75.3% |
| 10Y | -97.8% | +319.7% | -417.4% | -99.0% |
| All | -97.8% | +312.5% | -410.3% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling